+62.2%
PANW vs USAR
-49.3%
+111.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.2% | +0.1% |
| 7D | -11.8% | -21.8% | +10.0% | -9.2% |
| 30D | -14.4% | -39.9% | +25.5% | -9.5% |
| 3M | -5.0% | -52.5% | +47.5% | +2.6% |
| 6M | +88.6% | -67.9% | +156.5% | +109.2% |
| YTD | +88.9% | -31.1% | +120.0% | +92.3% |
| 1Y | +62.2% | -49.8% | +112.1% | +70.9% |
| All | +62.2% | -49.3% | +111.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded USAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling